+94.6%
IRM vs PEGA
+43.6%
+51.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.5% |
| 7D | -8.6% | -4.5% | -4.1% | -8.0% |
| 30D | -8.0% | -5.7% | -2.3% | -7.3% |
| 3M | -12.0% | +2.7% | -14.6% | -12.9% |
| 6M | -18.2% | -10.5% | -7.6% | -17.6% |
| YTD | +31.4% | -45.4% | +76.8% | +43.2% |
| 1Y | +9.2% | -44.7% | +53.9% | +18.7% |
| 3Y | +94.6% | +45.7% | +48.9% | +74.2% |
| All | +94.6% | +43.6% | +51.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling